NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 24-Jun-2022
Day Change Summary
Previous Current
23-Jun-2022 24-Jun-2022 Change Change % Previous Week
Open 85.40 87.41 2.01 2.4% 91.48
High 85.65 87.41 1.76 2.1% 91.61
Low 84.49 83.90 -0.59 -0.7% 83.90
Close 84.78 86.46 1.68 2.0% 86.46
Range 1.16 3.51 2.35 202.6% 7.71
ATR 2.54 2.61 0.07 2.7% 0.00
Volume 4,352 3,423 -929 -21.3% 15,711
Daily Pivots for day following 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 96.45 94.97 88.39
R3 92.94 91.46 87.43
R2 89.43 89.43 87.10
R1 87.95 87.95 86.78 86.94
PP 85.92 85.92 85.92 85.42
S1 84.44 84.44 86.14 83.43
S2 82.41 82.41 85.82
S3 78.90 80.93 85.49
S4 75.39 77.42 84.53
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 110.45 106.17 90.70
R3 102.74 98.46 88.58
R2 95.03 95.03 87.87
R1 90.75 90.75 87.17 89.04
PP 87.32 87.32 87.32 86.47
S1 83.04 83.04 85.75 81.33
S2 79.61 79.61 85.05
S3 71.90 75.33 84.34
S4 64.19 67.62 82.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.19 83.90 10.29 11.9% 2.79 3.2% 25% False True 4,189
10 96.71 83.90 12.81 14.8% 2.55 2.9% 20% False True 3,585
20 96.71 83.90 12.81 14.8% 2.06 2.4% 20% False True 3,240
40 96.71 82.09 14.62 16.9% 1.84 2.1% 30% False False 2,188
60 96.71 81.16 15.55 18.0% 1.80 2.1% 34% False False 1,834
80 96.71 75.80 20.91 24.2% 2.16 2.5% 51% False False 1,790
100 96.71 72.09 24.62 28.5% 2.06 2.4% 58% False False 1,779
120 96.71 65.79 30.92 35.8% 1.85 2.1% 67% False False 1,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 96.60
1.618 93.09
1.000 90.92
0.618 89.58
HIGH 87.41
0.618 86.07
0.500 85.66
0.382 85.24
LOW 83.90
0.618 81.73
1.000 80.39
1.618 78.22
2.618 74.71
4.250 68.98
Fisher Pivots for day following 24-Jun-2022
Pivot 1 day 3 day
R1 86.19 86.34
PP 85.92 86.22
S1 85.66 86.10

These figures are updated between 7pm and 10pm EST after a trading day.

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